Problems uploading photos onto my PSP

I have been having some problems uploading pictures onto my PSP For the picture problem, I followed all of the instructions on how to do it. I plugged in my PSP via a USB cord, went into the PSP file, and created a PICTURE folder. I created a wallpaper through Paint, and when I drag and drop the picture from the my computer's picture file to my PSP's PICTURE file, for some reason after I press O to exit USB mode, it says I have no picture on the data stick. The pictures are .jpg format, is that a problem? Also I have herd about ''formating the mem stick'', how do I do that?All help is greatly appreciated Problems uploading photos onto my PSP
Try changing the format to .png-- and you shouldn't have to format your memory stick, plus, that isn't really recommended.. But if you want to, there is an option for it.Problems uploading photos onto my PSP
Try to create a folder called PHOTO inside the PSP folder